PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FWWFX vs. FNIDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FWWFX vs. FNIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Worldwide Fund (FWWFX) and Fidelity International Sustainability Index Fd (FNIDX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.96%
-0.40%
FWWFX
FNIDX

Returns By Period

In the year-to-date period, FWWFX achieves a 29.86% return, which is significantly higher than FNIDX's 6.75% return.


FWWFX

YTD

29.86%

1M

0.97%

6M

8.78%

1Y

34.91%

5Y (annualized)

14.63%

10Y (annualized)

11.93%

FNIDX

YTD

6.75%

1M

-4.22%

6M

0.16%

1Y

12.41%

5Y (annualized)

4.75%

10Y (annualized)

N/A

Key characteristics


FWWFXFNIDX
Sharpe Ratio2.170.91
Sortino Ratio2.951.37
Omega Ratio1.391.17
Calmar Ratio2.470.83
Martin Ratio12.754.26
Ulcer Index2.78%2.91%
Daily Std Dev16.34%13.62%
Max Drawdown-55.76%-33.17%
Current Drawdown-1.85%-8.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FWWFX vs. FNIDX - Expense Ratio Comparison

FWWFX has a 1.00% expense ratio, which is higher than FNIDX's 0.20% expense ratio.


FWWFX
Fidelity Worldwide Fund
Expense ratio chart for FWWFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FNIDX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Correlation

-0.50.00.51.00.8

The correlation between FWWFX and FNIDX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

FWWFX vs. FNIDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Worldwide Fund (FWWFX) and Fidelity International Sustainability Index Fd (FNIDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for FWWFX, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.005.002.170.91
The chart of Sortino ratio for FWWFX, currently valued at 2.95, compared to the broader market0.005.0010.002.951.37
The chart of Omega ratio for FWWFX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.17
The chart of Calmar ratio for FWWFX, currently valued at 2.47, compared to the broader market0.005.0010.0015.0020.002.470.83
The chart of Martin ratio for FWWFX, currently valued at 12.75, compared to the broader market0.0020.0040.0060.0080.00100.0012.754.26
FWWFX
FNIDX

The current FWWFX Sharpe Ratio is 2.17, which is higher than the FNIDX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FWWFX and FNIDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.17
0.91
FWWFX
FNIDX

Dividends

FWWFX vs. FNIDX - Dividend Comparison

FWWFX's dividend yield for the trailing twelve months is around 0.73%, less than FNIDX's 2.47% yield.


TTM20232022202120202019201820172016201520142013
FWWFX
Fidelity Worldwide Fund
0.73%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%8.74%
FNIDX
Fidelity International Sustainability Index Fd
2.47%2.64%2.32%1.94%1.13%2.17%2.28%0.81%0.00%0.00%0.00%0.00%

Drawdowns

FWWFX vs. FNIDX - Drawdown Comparison

The maximum FWWFX drawdown since its inception was -55.76%, which is greater than FNIDX's maximum drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for FWWFX and FNIDX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.85%
-8.36%
FWWFX
FNIDX

Volatility

FWWFX vs. FNIDX - Volatility Comparison

Fidelity Worldwide Fund (FWWFX) has a higher volatility of 4.48% compared to Fidelity International Sustainability Index Fd (FNIDX) at 3.65%. This indicates that FWWFX's price experiences larger fluctuations and is considered to be riskier than FNIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.48%
3.65%
FWWFX
FNIDX